The Peloponnesian War by Thucydides is the first or second great history book, depending on your thoughts on Herodotus, who wrote about the war between the Greeks and Persia.
Thucydides was an Athenian general who wrote of the war between Athens and Sparta. He thought it was going to be a very important war and he wanted, he said, to leave a record for the ages. He did.
I first read it as an undergraduate nearly 40 years ago. Every five or ten years I read it again. It is timeless and its lessons are applicable to every war.
He is concerned with democracy, both its virtues and vices. He is concerned with what the greeks called Hubris, which can roughly be translated as the arrogance of power or imperial distemper. It is a tragedy in the sense that the destruction of Athens' glory was brought about by the very things that made her great.
It is a very conservative book in the sense that he argues for the long view and the notion that caution is the greatest tool one can use.
A little closer to home, The Conquest of Texas, Ethnic Cleansing in the Promised Land, 1820-1875, is a recent book about what happened when the indigenous tribes ran up against southern anglos in 19th century Texas. The author is an Okie historian with a lot of sympathy for the natives but the story is rivetting.